Software for Empirical Likelihood

(This is a zip file for MATLAB/STATA codes Kirill Evdokomiv (Princeton) and I wrote for implementing empirical likelihood (EL). They can be used to calculate EL estimators, confidence intervals and test statistics for general models. We have used them for actual examples, and they ran well: see the description file for details and instructions. We acknowledge support from NSF grants SES-055127 and SES-0851759.)